Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 42.112689 45.966386 50.263933 55.464824 61.663147 68.913719 78.193376
2025-08-03 36.608982 41.538610 47.437941 55.193544 65.412828 78.896673 98.986126
2025-08-10 32.859689 38.164805 44.796326 53.998110 67.000420 85.787388 117.589491
2025-08-17 30.120236 35.565233 42.588457 52.734536 67.876544 91.473752 136.357709
2025-08-24 28.112630 33.638852 40.951654 51.879790 68.985545 97.565325 158.682830
2025-08-31 26.440232 31.976089 39.454965 50.949238 69.691130 103.027422 182.988737
2025-09-07 25.705612 31.494299 39.517407 52.293706 74.271001 116.898979 238.929734
2025-09-14 24.578337 30.370905 38.536644 51.856732 75.644899 124.841482 288.091698
2025-09-21 23.375826 29.057361 37.162601 50.613142 75.302117 128.919145 330.429431
2025-09-28 22.265684 27.809352 35.794015 49.230891 74.461322 131.595001 372.868683
2025-10-05 22.072887 27.863886 36.387084 51.198035 80.541047 154.282272 593.461950
2025-10-12 21.740270 27.686640 36.597793 52.512750 85.576064 177.338633 1024.946049
2025-10-19 21.293636 27.334870 36.538565 53.400720 90.072175 202.889461 2288.588944
2025-10-26 20.644554 26.644183 35.887108 53.121282 91.837012 220.600309 6538.155872
2025-11-02 19.888321 25.752865 34.850107 51.999462 91.326832 229.100474 36415.319559
2025-11-09 19.176782 24.899529 33.827884 50.814329 90.457390 235.851044 NaN
2025-11-16 18.584717 24.206485 33.035286 50.012002 90.456244 247.304636 NaN
2025-11-23 18.019685 23.533132 32.240624 49.137859 90.121203 257.307201 NaN
2025-11-30 17.857253 23.480858 32.491954 50.400601 95.969967 310.927480 NaN
2025-12-07 17.428732 22.989729 31.960597 49.990350 96.940859 335.914143 NaN
2025-12-14 16.903789 22.327341 31.101711 48.821965 95.434175 341.028972 NaN
2025-12-21 16.384867 21.659483 30.207728 47.521831 93.345881 340.026614 NaN
2025-12-28 16.380032 21.813052 30.758458 49.371643 101.568462 452.191643 NaN